Trading Metrics calculated at close of trading on 23-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1,618.7 |
1,612.0 |
-6.7 |
-0.4% |
1,609.0 |
High |
1,620.0 |
1,617.2 |
-2.8 |
-0.2% |
1,645.9 |
Low |
1,601.6 |
1,607.4 |
5.8 |
0.4% |
1,587.7 |
Close |
1,613.0 |
1,608.5 |
-4.5 |
-0.3% |
1,608.5 |
Range |
18.4 |
9.8 |
-8.6 |
-46.7% |
58.2 |
ATR |
35.7 |
33.8 |
-1.8 |
-5.2% |
0.0 |
Volume |
5,397 |
2,268 |
-3,129 |
-58.0% |
16,165 |
|
Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,640.4 |
1,634.3 |
1,613.9 |
|
R3 |
1,630.6 |
1,624.5 |
1,611.2 |
|
R2 |
1,620.8 |
1,620.8 |
1,610.3 |
|
R1 |
1,614.7 |
1,614.7 |
1,609.4 |
1,612.9 |
PP |
1,611.0 |
1,611.0 |
1,611.0 |
1,610.1 |
S1 |
1,604.9 |
1,604.9 |
1,607.6 |
1,603.1 |
S2 |
1,601.2 |
1,601.2 |
1,606.7 |
|
S3 |
1,591.4 |
1,595.1 |
1,605.8 |
|
S4 |
1,581.6 |
1,585.3 |
1,603.1 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,788.6 |
1,756.8 |
1,640.5 |
|
R3 |
1,730.4 |
1,698.6 |
1,624.5 |
|
R2 |
1,672.2 |
1,672.2 |
1,619.2 |
|
R1 |
1,640.4 |
1,640.4 |
1,613.8 |
1,627.2 |
PP |
1,614.0 |
1,614.0 |
1,614.0 |
1,607.5 |
S1 |
1,582.2 |
1,582.2 |
1,603.2 |
1,569.0 |
S2 |
1,555.8 |
1,555.8 |
1,597.8 |
|
S3 |
1,497.6 |
1,524.0 |
1,592.5 |
|
S4 |
1,439.4 |
1,465.8 |
1,576.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,645.9 |
1,587.7 |
58.2 |
3.6% |
22.5 |
1.4% |
36% |
False |
False |
3,233 |
10 |
1,719.7 |
1,564.6 |
155.1 |
9.6% |
36.3 |
2.3% |
28% |
False |
False |
4,263 |
20 |
1,769.7 |
1,564.6 |
205.1 |
12.8% |
33.2 |
2.1% |
21% |
False |
False |
4,434 |
40 |
1,808.0 |
1,564.6 |
243.4 |
15.1% |
32.6 |
2.0% |
18% |
False |
False |
3,597 |
60 |
1,808.0 |
1,564.6 |
243.4 |
15.1% |
32.6 |
2.0% |
18% |
False |
False |
2,729 |
80 |
1,925.0 |
1,553.4 |
371.6 |
23.1% |
38.5 |
2.4% |
15% |
False |
False |
2,191 |
100 |
1,925.0 |
1,553.4 |
371.6 |
23.1% |
40.4 |
2.5% |
15% |
False |
False |
1,848 |
120 |
1,925.0 |
1,532.7 |
392.3 |
24.4% |
36.2 |
2.3% |
19% |
False |
False |
1,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,658.9 |
2.618 |
1,642.9 |
1.618 |
1,633.1 |
1.000 |
1,627.0 |
0.618 |
1,623.3 |
HIGH |
1,617.2 |
0.618 |
1,613.5 |
0.500 |
1,612.3 |
0.382 |
1,611.1 |
LOW |
1,607.4 |
0.618 |
1,601.3 |
1.000 |
1,597.6 |
1.618 |
1,591.5 |
2.618 |
1,581.7 |
4.250 |
1,565.8 |
|
|
Fisher Pivots for day following 23-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1,612.3 |
1,623.8 |
PP |
1,611.0 |
1,618.7 |
S1 |
1,609.8 |
1,613.6 |
|